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Lattice computations for random numbers.

Raymond CouturePierre L'Ecuyer
Published in: Math. Comput. (2000)
Keyphrases
  • random numbers
  • uniformly distributed
  • random number
  • pseudo random number
  • random number generators
  • pseudorandom
  • variance reduction
  • markov chain
  • pseudo random number generators
  • worst case
  • cost effective